Minor update. Just wanted to tell everyone how important it is to pin a model like this. The wings weighs like two kilos each and if you drop one of the legs on yourself you'll get bruised. It is a heavy piece.
So, what I have done here is I just drilled two small holes in each of the "slots" for each wing and did the same on the wings - I never bothered to measure exactly so the holes on each piece didn't align exactly, but close enough. As seen in earlier posts the model is assembled and is waiting for the putty-work! The putty is, in this case, not really important for durability since it is pinned, but I think it could help greatly if you'd just super-glued the wings to the model.
The WHFB Great Eagle will be used, as noted earlier, in my Wood Elves army for War of the Ring. A heavily themed army, with no back-story other than "they are coming out of the forest to battle and with them are some birds (birds + elves = true) and some stone guardians".